Vacancy expired!
Job Title: C DeveloperLocation: NYC, 1 Day on-siteDuration: Full-timeRole Profile:This position requires and rewards candidates with strong personal initiative, work ethic, and the ability to innovate and develop high quality software for fixed income markets. ISD Analytics produces fixed income analytics systems widely used by financial institutions, and this position plays a vital role in the development of our products including Yield Book.Job Responsibilities:The job responsibilities include developing and maintaining a proprietary software library written in C and data store which serves as the cash flow projection engine underlying Yield Book’s analytics for mortgage-backed and asset-backed securities. Create and maintain tools used by analytics to reverse engineer and maintain cash flow models for mortgage-backed and asset-backed securities. Collaborate with internal development teams to integrate the software library and data sets into various ISD Analytics platforms. The developer will also work on Python to create a suite of tests to build and enhance a framework to test the software library.Education/Skills:- Master’s degree (or bachelor’s degree with equivalent work experience) in STEM with outstanding academic achievements.
- Minimum two years’ experience working in fixed income markets in the field of structured products specifically mortgage-backed and asset-backed securities.
- Strong programming skills in C, knowledge of modern C is a plus.
- Scripting skills in Perl and/or Python as well as SQL required.
- Ability and willingness to learn and work collaboratively in a team environment required.
- Solid communication skills required. Demonstrate proficiency with Linux and scripting languages (Bash).
- Experience with Git is necessary.
- Knowledge of Fixed Income, Bond math preferably Mortgage-backed Securities, valuation, pricing, monte-carlo simulations is as plus.
- A plus will be having worked on Yield Book, Intex, PolyPaths before.
- Knowledge of python and packages such as pandas, numpy.
- ID: #49338911
-
State: New York
New york city
10001
New york city
USA
- City: New york city
- Salary: $120,000 - $180,000
- Job type: Permanent
- Showed: 2023-02-21
- Deadline: 2023-04-14
- Category: Software/QA/DBA/etc